gravity's impact on liquids is much more defined by them being pulled 'sideways' than 'up' or 'down'. For example, the tides are not mostly caused by the water

gravity's impact on liquids is much more defined by them being pulled 'sideways' than 'up' or 'down'. For example, the tides are not mostly caused by the water being lighter or heavier due to the tidal forces of the moon and being pulled down by a greater or lesser degree, but by the sideways pull of the water on the 'side' of the earth causing it to bunch up where the sideways pulls converge (which is why you get tides with bodies of water as big as the oceans but not so much with lakes). The same thing happens here: stronger gravity elsewhere pulls the water sideways away from the low-gravity area, causing the depression (in fact, absent dynamic effects and other forces like wind, the surface of a liquid will be an isograv: every point at its surface will have the same gravitational potential).